Finance

BIOA Move Probability $5.51 -0.04 (-0.8%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Touch Probability (First Passage)
71.7%
Stock touched +5.0% ($5.79) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
38.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.89x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±34.4%
$3.61 — $7.41

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 505 historical windows (2024-09-26 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-79.1% to -69.6%: 10 occurrences (2.0%) -74.4% -69.6% to -60.1%: 4 occurrences (0.8%) -60.1% to -50.6%: 10 occurrences (2.0%) -50.6% to -41.0%: 4 occurrences (0.8%) -45.8% -41.0% to -31.5%: 1 occurrences (0.2%) -31.5% to -22.0%: 24 occurrences (4.8%) -22.0% to -12.5%: 60 occurrences (11.9%) -17.2% -12.5% to -2.9%: 110 occurrences (21.8%) -2.9% to +6.6%: 105 occurrences (20.8%) +6.6% to +16.1%: 82 occurrences (16.2%) 11.3% +16.1% to +25.6%: 32 occurrences (6.3%) +25.6% to +35.1%: 20 occurrences (4.0%) +35.1% to +44.7%: 22 occurrences (4.4%) 39.9% +44.7% to +54.2%: 16 occurrences (3.2%) +54.2% to +63.7%: 4 occurrences (0.8%) +63.7% to +73.2%: 1 occurrences (0.2%) 68.5%
Historical returns Target move zone (+5.0%+) Target threshold bin

Probability Breakdown: Empirical vs. Theoretical Models

Comparing actual market back-data against Black-Scholes and Fat-Tail adjustments.

Model / Methodology Touch Probability Expiration Close Probability What It Tells You
Empirical Back-Data (Actual History) 71.7% 38.0% Model-free reality across 505 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 81.9% Adjusts normal bell curve for real-world skewness (-10.23) and kurtosis (151.11).
Standard Normal (Black-Scholes / GBM) 88.7% 44.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.9% 30.6% Filters for historical windows that started with volatility similar to current 20-day HV (284 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 146.1%
  • Recent 20-Day HV: 73.3%
  • Parkinson Intraday Volatility: 61.2%
  • Vol Trend: Compressed (-50% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.2%
  • Top 10% Move (90th percentile): +31.8%
  • Bottom 10% Move (10th percentile): -22.4%
  • Max Historical Gain (14d): +73.2%
  • Max Historical Loss (14d): -79.1%